Yeah, well they "strongly recommend" you plug it in, and it does work without it, as long as you're not running a 3d game.
As an update, I got one of those "y" connectors (one to two) molex like the ones connecting your hard drive.
Now the card works great with games, and my back up drive works too.
This is with a 350 watt psu, by the way. The 6600GT runs around 56C consistantly with STW Battlefront driving it to 61C. Very stable.
@Luke B: I'm running two hard drives, one dvd burner, and a cd burner on this 350 watt 1.8Ghz P4, and I've had no problems. No doubt that's pushing it, but if anything, the thing is quieter now.
-JerBil
Ad Astra Per Asper